+117.0%
AXP vs BB
-30.6%
+147.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.1% | -5.6% | +3.5% | -1.2% |
| 30D | -6.5% | -11.8% | +5.3% | -4.9% |
| 3M | +4.6% | -25.5% | +30.2% | +8.2% |
| 6M | +5.4% | +121.3% | -115.8% | -11.5% |
| YTD | -11.1% | +103.2% | -114.3% | -24.2% |
| 1Y | -0.3% | +102.6% | -102.9% | -15.6% |
| 3Y | +111.6% | +37.5% | +74.1% | +85.7% |
| All | +117.0% | -30.6% | +147.6% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling